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Abstract
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Article Information:
Study of an Estimate of the Minimum Distance for a Multidimensional Model of a Poisson Process
Demba Bocar Ba
Corresponding Author: Demba Bocar Ba
Submitted: December 04, 2013
Accepted: January 02, 2014
Published: February 25, 2014 |
Abstract:
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The aim of study is to show that the minimum distance estimator is consistent and asymptotically normal with the usual &radicn rate of convergence for the intensty function of the process Poisson which have a particularty form. We consider the problem of estimation of a multi-dimensional parameter &thetao=(&omega1o, ..., &omegado, &gamma1o, ..., &gammado). We suppose that the unknown parameter is 2d dimensional and the intensity function of the process is smooth the first d components and discontinuous the others d components of this parameter.
Key words: Asymptotic normality, non regular model minimum distance estimation, parameter estimation, Poisson processes, , ,
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Abstract
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Cite this Reference:
Demba Bocar Ba, . Study of an Estimate of the Minimum Distance for a Multidimensional Model of a Poisson Process. Research Journal of Mathematics and Statistics, (1): 6-11.
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ISSN (Online): 2040-7505
ISSN (Print): 2042-2024 |
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